I would have thrown it out. I have not heard of bugs on a toothbrush but you cant be sure if it laid eggs or deficated on your toothbrush and you put it back in your mouth. Its best to boil your toothbrush for a minute or two immediatly and do it any other time you see any bugs.

If the bug is tiny, the only pernicious type of bug would be a tiny roach. If upon examination under a magnifying glass, it resembles a roach, you might consider boiling your tooth brush. If it does not resemble a roach, you might consider merely soaking your toothbrush in hydrogen peroxide.